XPe: Security Alert - Your current security settings do not allowthis file to be downloaded

Hello All,

Has anybody seen a popup message box "Your current security settings do
not allow this file to be downloaded" when try to download locally files
with particular extension on XPe box?

More details: we have an full-blown XPe with IIS. In the IIS there is
virtual folder /test that is mapped to c:\test physical place. I can
download for instance a text file from IE locally:
http://localhost/test/test.txt

When I try to download file with .cab (or with .asf) extension - it asks
me standard box "Do you want to open or save this file?" and when I
select Save (or Open - doesn't matter) - I'm always getting "Your
current security settings do not allow this file to be downloaded" box.

Believe me - all security settings in IE are properly set.
I have Everyone R/W rights for this folder and files in it.

When I try to download this file from other client machine - it also
works OK.

Please shed me a bit light 'cause I'm just out of ideas.

Thanks in advance.

P.S. The same configuration on XP works perfectly.
P.P.S. I'm not sure that it's the same problem, but I also can't write
asf files on to CDR in the same conditions. Other files are being
written OK.

--
Nikolai Vorontsov
Quadrox NV